The variance or covariance of a distribution, either calculated analytically if or estimated numerically.
variance(object)
Distribution.
Variance as a numeric.
$variance()
The variance of a distribution is defined by the formula $$var_X = E[X^2] - E[X]^2$$ where \(E_X\) is the expectation of distribution X. If the distribution is multivariate the covariance matrix is returned.
If an analytic expression isn't available, returns error. To impute a numerical expression, use the
CoreStatistics
decorator.
CoreStatistics
, decorate
and genExp
.